+560.5%
VLO vs EXPD
+61.6%
+499.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +5.2% | -1.1% | +6.3% | +5.6% |
| 30D | +22.6% | +4.1% | +18.5% | +21.1% |
| 3M | +43.8% | +17.9% | +25.9% | +36.6% |
| 6M | +65.7% | +29.2% | +36.5% | +52.7% |
| YTD | +131.1% | +27.4% | +103.7% | +112.9% |
| 1Y | +143.6% | +56.8% | +86.8% | +108.2% |
| 3Y | +201.4% | +68.0% | +133.3% | +150.5% |
| All | +560.5% | +61.6% | +499.0% | +435.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling